A wing-shaped letter! (5)
I believe the answer is:
delta
'a wing-shaped letter' is the definition.
'delta' can be an answer for 'letter' (delta is a kind of letter of the alphabet). I'm unsure of the 'a wing-shaped' bit.
'shaped letter' is the wordplay.
'shaped' becomes 'delt' (I can't justify this - if you can you should give a lot more credence to this answer).
'letter' becomes 'a'.
'delt'+'a'='DELTA'
Can you help me to learn more?
(Other definitions for delta that I've seen before include "Alluvial area - Greek letter" , "Letter - where river divides" , "Alluvial river mouth" , "Extended area at river mouth" , "Foreign character" .)